+21.4%
VZ vs RCAT
+71.1%
-49.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.4% | -10.6% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +2.3% |
| 30D | +10.6% | -22.0% | +32.6% | +10.4% |
| 3M | -0.6% | -51.1% | +50.5% | -1.3% |
| 6M | +0.7% | -56.6% | +57.4% | +0.1% |
| YTD | +20.6% | -43.3% | +63.9% | +20.2% |
| 1Y | +22.7% | -51.5% | +74.2% | +22.2% |
| 3Y | +57.2% | +411.4% | -354.1% | +57.5% |
| 5Y | +21.4% | +74.4% | -53.0% | +22.3% |
| All | +21.4% | +71.1% | -49.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling